1. PANDA: A Dual Linearly Converging Method for Distributed Optimization Over Time-Varying Undirected Graphs
- Author
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Marie Maros and Joakim Jalden
- Subjects
0209 industrial biotechnology ,020206 networking & telecommunications ,02 engineering and technology ,Lipschitz continuity ,Topology ,Dual (category theory) ,020901 industrial engineering & automation ,Optimization and Control (math.OC) ,Convex optimization ,FOS: Mathematics ,0202 electrical engineering, electronic engineering, information engineering ,Point (geometry) ,Dual method ,Undirected graph ,Convex function ,Mathematics - Optimization and Control ,Variable (mathematics) ,Mathematics - Abstract
In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents' objective functions are strongly convex and have Lipschitz continuous gradients. The proposed method requires half the amount of variable exchanges per iterate than methods based on DIGing, and yields improved practical performance as empirically demonstrated., Submitted to the 57th IEEE Conference on Decision and Control (CDC) 2018
- Published
- 2018
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